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ZKB Call Warrant auf
Avolta AG

ISIN: CH1268375040 Security: 126837504 Symbol: DUFC3Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.11.2023
Key Information Document DE 10.11.2023
Key Information Document EN 10.11.2023
Key Information Document FR 10.11.2023
Key Information Document IT 10.11.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.055
Change +37.50% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -31.25%
1 month -50.00%
3 months -31.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue38.70
Premium0.08%
Premium p.a.0.59%
Leverage16.13
Implied volatility0.30

Reference data

ISIN CH1268375040
Symbol DUFC3Z
Security 126837504
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 40.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.06.2023

Key figures

Premium 7.98%
Premium p.a. 59.43%
Leverage 62.67
Implied volatility 29.79%
Moneyness out-of-the-money
Leverage 16.1253
Delta 0.2573
Gamma 0.0080
Theta -0.0011
Rho 0.0010
Vega 0.0044
Fair value 0.06
Intrinsic value n.a.
Break-even 40.60
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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